| Security | Shares | Book Value | Market Value |
|---|
|
| AACP CHINA DEBT INVESTORS | 1,128,966.00 | 1,128,966.00 | 997,071.00 |
| APOLLO ASIA OPPORTUNITY FUND | 50,000,000.00 | 50,000,000.00 | 53,628,941.00 |
| APOLLO CREDIT OPPORT FD II | 757,434,435.00 | 757,434,435.00 | 840,591,926.00 |
| APOLLO SVF MNGMNT L P | 716,725,000.00 | 716,725,000.00 | 734,396,810.00 |
| APOLLO/CALPERS CLO | 100,000,000.00 | 100,000,000.00 | 64,931,169.00 |
| ARES CALPERS CLO | 125,427,385.37 | 125,427,385.37 | 115,885,959.00 |
| ARES CORP OPPORTUNITY FUND II | 125,133,470.56 | 125,133,470.56 | 173,397,676.00 |
| ARES CORPORATE OPP FUND LP | 56,677,662.52 | 56,677,662.52 | 80,728,424.00 |
| ARES DISTRESSED SECURITIES LP | 94,106,452.61 | 94,106,452.61 | 89,186,683.00 |
| ASIA RECOVERY CO INVESTMENT | 6,398,051.04 | 6,398,051.04 | 6,052,329.00 |
| ASIA RECOVERY FUND | 14,039,380.62 | 14,039,380.62 | 6,157,671.00 |
| AUDAX CREDIT OPPORTUNITIES LP | 19,797,011.00 | 19,797,011.00 | 19,980,380.00 |
| AURORA RESURGENCE FUND C | 61,358,522.00 | 61,358,522.00 | 62,434,058.00 |
| AVE EUR SPECIAL SITUATION FUND | 43,412,602.68 | 43,412,602.69 | 43,361,244.00 |
| AVENUE ASIA SPECIAL SITUATIONS | 124,523,602.00 | 124,523,602.00 | 132,098,873.00 |
| AVENUE ASIA SPL SIT FD III LP | 36,246,438.00 | 36,246,438.00 | 50,310,292.00 |
| AVENUE SPECIAL SITUATIONS FD V | 186,940,427.00 | 186,940,427.00 | 178,420,475.00 |
| AVENUE SPECIAL SITUATIONS II | 1.00 | 1.00 | 1,597,413.00 |
| AVENUE SPECIAL SITUATIONS III | 1.00 | - | 2,265,487.00 |
| AVENUE SPECIAL SITUATIONS IV | 111,153,041.00 | 111,153,041.00 | 125,124,297.00 |
| CARLYLE HIGH YLD PRTRS IV LP | 4,061,736.76 | 4,061,736.76 | 2,413,900.00 |
| CARLYLE STRATEGIC PARTNERS | 30,801,553.00 | 30,801,553.00 | 31,009,814.00 |
| CARLYLE STRATEGIC PARTNERS II | 34,952,938.00 | 34,952,938.00 | 32,339,813.00 |
| CARLYLE/CALPERS CLO | 95,635,996.00 | 95,635,996.00 | 95,619,858.00 |
| CLEARWATER CAP PARTNERS FD III | 113,566,506.28 | 113,566,506.28 | 109,208,617.00 |
